ECBOT 30 Year Treasury Bond Future March 2018


Trading Metrics calculated at close of trading on 28-Dec-2017
Day Change Summary
Previous Current
27-Dec-2017 28-Dec-2017 Change Change % Previous Week
Open 151-12 152-29 1-17 1.0% 154-08
High 153-04 152-29 -0-07 -0.1% 154-08
Low 151-12 152-13 1-01 0.7% 150-14
Close 152-30 152-23 -0-07 -0.1% 151-00
Range 1-24 0-16 -1-08 -71.4% 3-26
ATR 1-05 1-03 -0-01 -3.8% 0-00
Volume 236,792 158,645 -78,147 -33.0% 1,109,859
Daily Pivots for day following 28-Dec-2017
Classic Woodie Camarilla DeMark
R4 154-06 153-30 153-00
R3 153-22 153-14 152-27
R2 153-06 153-06 152-26
R1 152-30 152-30 152-24 152-26
PP 152-22 152-22 152-22 152-20
S1 152-14 152-14 152-22 152-10
S2 152-06 152-06 152-20
S3 151-22 151-30 152-19
S4 151-06 151-14 152-14
Weekly Pivots for week ending 22-Dec-2017
Classic Woodie Camarilla DeMark
R4 163-11 160-31 153-03
R3 159-17 157-05 152-02
R2 155-23 155-23 151-22
R1 153-11 153-11 151-11 152-20
PP 151-29 151-29 151-29 151-17
S1 149-17 149-17 150-21 148-26
S2 148-03 148-03 150-10
S3 144-09 145-23 149-30
S4 140-15 141-29 148-29
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 153-04 150-15 2-21 1.7% 0-28 0.6% 85% False False 155,247
10 154-15 150-14 4-01 2.6% 1-03 0.7% 57% False False 211,305
20 154-18 150-14 4-04 2.7% 1-06 0.8% 55% False False 263,196
40 154-18 150-14 4-04 2.7% 1-03 0.7% 55% False False 169,745
60 154-18 149-05 5-13 3.5% 1-00 0.7% 66% False False 113,334
80 156-14 149-05 7-09 4.8% 0-27 0.5% 49% False False 85,003
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-05
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 155-01
2.618 154-07
1.618 153-23
1.000 153-13
0.618 153-07
HIGH 152-29
0.618 152-23
0.500 152-21
0.382 152-19
LOW 152-13
0.618 152-03
1.000 151-29
1.618 151-19
2.618 151-03
4.250 150-09
Fisher Pivots for day following 28-Dec-2017
Pivot 1 day 3 day
R1 152-22 152-15
PP 152-22 152-06
S1 152-21 151-30

These figures are updated between 7pm and 10pm EST after a trading day.

View Archives - Comment on this page... - Back to Index of Symbols